Li Chunjing
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- Associate professor
- Supervisor of Master's Candidates
- Name (Pinyin):Li Chunjing
- Date of Birth:1980-05-19
- E-Mail:
- Date of Employment:2003-06-30
- School/Department:长春工业大学
- Administrative Position:副院长
- Education Level:Postgraduate (Doctoral)
- Business Address:吉林省长春市朝阳区延安大街2055号长春工业大学南湖校区
- Contact Information:lichunjing@ccut.edu.cn
- Degree:Doctoral degree
- Professional Title:Associate professor
- Status:Employed
- Academic Titles:数学与统计学院副院长
- Other Post:吉林省工业与应用数学学会副秘书长
- Alma Mater:吉林大学
- Teacher College:数学与统计学院
- Discipline:Other specialties in Statistics
Contact Information
- OfficePhone：
- Email：
- Paper Publications
【数统核心】基于GMVAR模型的货币供应量的预测分析
Release time:2024-07-22 Hits:
- Journal:数学的实践与认识
- Funded by:国家自然科学基金青年基金(11901053)
- Key Words:货币供应量;VAR(2,2)模型;GMVAR(2,2)模型
- Abstract:为分析和预测货币供应量的变化趋势,建立了M0供应量的同比增长率RMO与M2供应量的同比增长率RM2的GMVAR(2,2)模型和VAR(2,2)模型.通过对比AIC和BIC发现GMVAR(2,2)模型明显优于一般VAR(2,2)模型.对未知参数进行最大似然估计,发现GMVAR(2,2)模型参数估计的效果较好.通过使用GMVAR(2,2)模型对RMO和RM2进行预测,发现未来一年内RMO呈平稳状态,RM2呈上升趋势.
- Indexed by:Journal paper
- Volume:51
- Issue:02
- Page Number:171-178
- Translation or Not:no
- Date of Publication:2021-01-23